Anic Equity¶

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Total return since start: 0.617 %¶

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Equity now: -----------------------------> 49400.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45339.81 Kr¶

PnL: ---------------------------------------> 283.81 Kr¶

DD now: ---------------------------------> -7.002 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:57:28.487952'

Anic Portfolio¶

Today¶

Return: 1.079 %¶

This Week¶

Return: 0.198 %¶

Total portfolio value¶

Return including deposits: 61.725 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.490000 1668.960000 199.960000 13.610000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 4.730000 2153.700000 110.700000 5.420000 2043.000000
Atrium Ljungberg B 5 3.730000 988.000000 53.000000 5.670000 935.000000
Platzer Fastigheter Holding B 12 3.710000 1005.600000 44.600000 4.640000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 2.730000 901.800000 37.800000 4.380000 864.000000
Catena 2 3.190000 828.800000 36.800000 4.650000 792.000000
Sagax B 4 2.770000 890.800000 36.800000 4.310000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Gränges 9 2.130000 947.700000 19.700000 2.120000 927.999999
Hexatronic Group 12 1.830000 985.920000 18.920000 1.960000 966.999996
BioGaia B 8 0.940000 943.200000 13.200000 1.420000 930.000000
Bilia A 8 1.330000 912.000000 12.000000 1.330000 900.000000
Byggmax Group 33 0.760000 960.300000 4.300000 0.450000 956.000001
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
EQT 4 0.290000 830.400000 -1.600000 -0.190000 832.000000
Biotage 7 -0.890000 934.500000 -6.500000 -0.690000 940.999997
OX2 13 0.070000 941.200000 -8.800000 -0.930000 949.999999
ASSA ABLOY B 3 -0.810000 769.500000 -9.500000 -1.220000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.250000 911.000000 -29.000000 -3.090000 940.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Indutrade 5 1.550000 1179.000000 -39.000000 -3.200000 1218.000000
Latour B 4 -0.340000 815.200000 -41.800000 -4.880000 857.000000
Vitec Software Group B 2 -0.190000 1040.000000 -47.000000 -4.320000 1087.000000
Hexagon B 26 0.580000 3409.900000 -51.100000 -1.480000 3461.000010
Bufab 3 -0.740000 1045.200000 -63.800000 -5.750000 1109.000001
BHG Group 97 2.080000 1383.220000 -75.780000 -5.190000 1458.999989
INVISIO 16 0.220000 3608.000000 -81.000000 -2.200000 3689.000000
TOTAL 45339.810000 283.810000 -7.00227% 45056.000411

Updated:¶

'2023-07-04 11:57:45.317079'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶